Calculating implied volatility using the bisection algorithm : a note
R. H. Berry and X. Zuo
| Year of publication: |
2009
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|---|---|
| Authors: | Berry, R. H. ; Zuo, X. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 13/15, p. 1399-1402
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| Subject: | Volatilität | Volatility | Algorithmus | Algorithm | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003894265